The Practice of Econometrics Analysis Using EViews Software: Unit Root, Cointegration and Causality Tuck Cheong TANG E-mail: [email protected] LEANRING…

School of HEC at University of Lausanne Institute of Banking and Finance Master of Science in Banking and Finance Master Thesis Capital Structure Arbitrage Strategies: Models,…

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1. 1 Abstract There is no consensus among economists about how export affects productivity. Some argue that export oriented economies are opened to foreign competition which…

1. Journal of Economics and Sustainable Development www.iiste.org ISSN 2222-1700 (Paper) ISSN 2222-2855 (Online) Vol.5, No.8, 2014 52 A Time Series Analysis of the determinants…

Unit Roots, Cointegration, and Structural Change Time series analysis has undergone many changes in recent years with the advent of unit roots and cointegration. Maddala…

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Testing for Unit Roots and Cointegration Bo Sjo¨ Aug 2008 This guide explains the use of the DF, ADF and DW tests of unit roots. For co-integration the Engle and Granger’s…